Anic Equity

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Total return since start: 0.563 %

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Equity now: -----------------------------> 47730.39 Kr

Max Equity ever reached: ------------> 48629.89 Kr

Portfolio value: --------------------------> 46335.47 Kr

PnL: ---------------------------------------> -553.1 Kr

DD now: ---------------------------------> -1.85 %

Max portfolio DD since start: ----> -13.025 %

Updated:

'2023-01-20 17:04:19.076662'

Anic Portfolio

Today

Return: 0.88 %

This Week

Return: 0.414 %

Total

Return: 56.257 %

Benchmark comparison TODAY

Benchmark comparison

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings

	volume	changePercent	value	profit	profitPercent	acquiredValue
name
Beijer Electronics Group	26	3.040000	3177.200000	206.200000	6.940000	2971.000006
HEBA B	70	0.640000	2751.000000	115.000000	4.360000	2636.000010
SAAB B	8	0.400000	3440.000000	63.000000	1.870000	3377.000000
FM Mattsson Mora Group B	50	-1.820000	2975.000000	48.000000	1.640000	2927.000000
Corem Property Group B	59	0.290000	613.010000	36.010000	6.240000	576.999999
AcadeMedia	12	2.240000	592.320000	35.320000	6.340000	557.000004
Resurs Holding	22	4.540000	602.580000	28.580000	4.980000	573.999998
Boozt	12	3.550000	1682.400000	28.400000	1.720000	1653.999996
Samhällsbyggnadsbo. i Norden B	20	0.770000	381.100000	26.100000	7.350000	355.000000
MedCap	2	0.910000	444.000000	23.000000	5.460000	421.000000
OEM International B	7	1.830000	546.000000	18.000000	3.410000	527.999997
Norva24 Group	16	-3.060000	558.400000	15.400000	2.840000	543.000000
Fastighetsbolag. Emilshus Pref	21	1.860000	575.400000	13.400000	2.380000	562.000005
Eastnine	4	-1.260000	503.200000	12.200000	2.480000	491.000000
HMS Networks	2	-0.230000	684.800000	11.800000	1.750000	673.000000
Intrum	4	-0.340000	534.400000	7.400000	1.400000	527.000000
Essity A	4	0.350000	1154.000000	5.000000	0.440000	1149.000000
Karnov Group	9	4.350000	540.000000	4.000000	0.750000	536.000004
Sampo Oyj SDB	7	1.760000	3853.500000	3.500000	0.090000	3850.000000
Swedbank A	3	0.690000	566.850000	2.850000	0.510000	564.000000
Essity B	2	0.880000	576.200000	2.200000	0.380000	574.000000
Coor Service Management Hold.	8	0.750000	534.000000	2.000000	0.380000	532.000000
Creaspac SPAC	6	0.420000	577.800000	0.800000	0.140000	577.000002
Handelsbanken A	5	0.600000	543.500000	-2.500000	-0.460000	546.000000
CTEK	13	2.390000	529.750000	-4.250000	-0.800000	533.999999
Samhällsbyggnadsbo. i Norden D	12	-0.300000	241.440000	-4.560000	-1.850000	246.000000
Securitas B	6	0.260000	565.200000	-4.800000	-0.840000	570.000000
Nordea Bank Abp	29	0.730000	3445.780000	-8.220000	-0.240000	3453.999992
Midsona B	63	1.380000	555.660000	-27.340000	-4.690000	582.999984
International Petroleum Corp.	5	0.930000	543.500000	-51.070000	-8.590000	594.565215
Vivesto	1368	-0.340000	556.780000	-56.220000	-9.170000	612.999432
Axfood	13	0.460000	3658.200000	-97.800000	-2.600000	3756.000001
OX2	18	1.770000	1451.700000	-212.300000	-12.760000	1663.999992
Fasadgruppen Group	35	2.560000	3500.000000	-311.000000	-8.160000	3810.999990
Ovzon	52	-0.360000	2880.800000	-481.200000	-14.310000	3361.999992
TOTAL			46335.470000	-553.100000	-1.84969%	46888.564618

Updated:

'2023-01-20 17:04:31.736542'

None

Last optimization/rebalancing:

'2023-01-02'

Next optimization/rebalancing:

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!

AVAN-Live vs backtest and OMXSE30 2023

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Walk forward test results - depending on starting day

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %.

Walk forward test results - Distribution of maximal drawdowns

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.